CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 03-May-2017

Day Change Summary
	Previous	Current
	02-May-2017	03-May-2017	Change	Change %	Previous Week
Open	0.8957	0.8942	-0.0015	-0.2%	0.9090
High	0.8961	0.8946	-0.0015	-0.2%	0.9144
Low	0.8918	0.8881	-0.0037	-0.4%	0.8964
Close	0.8943	0.8894	-0.0049	-0.5%	0.8994
Range	0.0043	0.0065	0.0023	52.9%	0.0181
ATR	0.0072	0.0071	0.0000	-0.7%	0.0000
Volume	115,237	121,119	5,882	5.1%	817,289

Daily Pivots for day following 03-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9102	0.9063	0.8930
R3	0.9037	0.8998	0.8912
R2	0.8972	0.8972	0.8906
R1	0.8933	0.8933	0.8900	0.8920
PP	0.8907	0.8907	0.8907	0.8901
S1	0.8868	0.8868	0.8888	0.8855
S2	0.8842	0.8842	0.8882
S3	0.8777	0.8803	0.8876
S4	0.8712	0.8738	0.8858

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9575	0.9465	0.9093
R3	0.9395	0.9285	0.9044
R2	0.9214	0.9214	0.9027
R1	0.9104	0.9104	0.9011	0.9069
PP	0.9034	0.9034	0.9034	0.9016
S1	0.8924	0.8924	0.8977	0.8889
S2	0.8853	0.8853	0.8961
S3	0.8673	0.8743	0.8944
S4	0.8492	0.8563	0.8895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9023	0.8881	0.0142	1.6%	0.0053	0.6%	9%	False	True	119,903
10	0.9218	0.8881	0.0337	3.8%	0.0064	0.7%	4%	False	True	140,616
20	0.9271	0.8881	0.0390	4.4%	0.0071	0.8%	3%	False	True	151,448
40	0.9271	0.8695	0.0577	6.5%	0.0070	0.8%	35%	False	False	147,740
60	0.9271	0.8695	0.0577	6.5%	0.0072	0.8%	35%	False	False	101,052
80	0.9271	0.8573	0.0699	7.9%	0.0082	0.9%	46%	False	False	75,982
100	0.9271	0.8497	0.0775	8.7%	0.0081	0.9%	51%	False	False	60,866

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9222
2.618	0.9116
1.618	0.9051
1.000	0.9011
0.618	0.8986
HIGH	0.8946
0.618	0.8921
0.500	0.8914
0.382	0.8906
LOW	0.8881
0.618	0.8841
1.000	0.8816
1.618	0.8776
2.618	0.8711
4.250	0.8605

Fisher Pivots for day following 03-May-2017
Pivot	1 day	3 day
R1	0.8914	0.8944
PP	0.8907	0.8927
S1	0.8901	0.8911

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols